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shokru / mlfactor.github.io

Website dedicated to a book on machine learning for factor investing
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Features_short #72

Open qucqu opened 2 years ago

qucqu commented 2 years ago

Dear Guillaume,

In the Chapter 6.4.6 Code and Results, you used features_short in your code, but I cannot find the features_short defination in your book. Which features do you select as the features in features_short?

Many thanks and with best regards, Mike

shokru commented 2 years ago

Hi Mike,

it's defined in the Data chapter:

features_short <- c("Div_Yld", "Eps", "Mkt_Cap_12M_Usd", "Mom_11M_Usd", "Ocf", "Pb", "Vol1Y_Usd")

Best,

Guillaume

qucqu commented 2 years ago

Thanks Guillaume!